-48.9%
JD vs GGLL
+217.5%
-266.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.9% |
| 7D | -4.0% | +11.5% | -15.5% | -5.8% |
| 30D | +2.7% | -31.2% | +33.9% | +8.4% |
| 3M | -13.0% | -28.7% | +15.6% | -8.9% |
| 6M | -12.7% | -47.2% | +34.5% | -4.6% |
| YTD | -0.8% | -24.3% | +23.5% | +0.2% |
| 1Y | -8.9% | -12.0% | +3.1% | -11.1% |
| 3Y | +17.0% | +169.6% | -152.6% | -16.9% |
| All | -48.9% | +217.5% | -266.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling